| Trading Metrics calculated at close of trading on 29-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
6,938.00 |
7,030.00 |
92.00 |
1.3% |
6,830.75 |
| High |
7,034.50 |
7,047.25 |
12.75 |
0.2% |
7,034.50 |
| Low |
6,934.25 |
6,980.00 |
45.75 |
0.7% |
6,824.25 |
| Close |
7,030.25 |
6,992.50 |
-37.75 |
-0.5% |
7,030.25 |
| Range |
100.25 |
67.25 |
-33.00 |
-32.9% |
210.25 |
| ATR |
74.73 |
74.20 |
-0.53 |
-0.7% |
0.00 |
| Volume |
326,274 |
407,157 |
80,883 |
24.8% |
1,867,091 |
|
| Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,208.25 |
7,167.75 |
7,029.50 |
|
| R3 |
7,141.00 |
7,100.50 |
7,011.00 |
|
| R2 |
7,073.75 |
7,073.75 |
7,004.75 |
|
| R1 |
7,033.25 |
7,033.25 |
6,998.75 |
7,020.00 |
| PP |
7,006.50 |
7,006.50 |
7,006.50 |
7,000.00 |
| S1 |
6,966.00 |
6,966.00 |
6,986.25 |
6,952.50 |
| S2 |
6,939.25 |
6,939.25 |
6,980.25 |
|
| S3 |
6,872.00 |
6,898.75 |
6,974.00 |
|
| S4 |
6,804.75 |
6,831.50 |
6,955.50 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,593.75 |
7,522.25 |
7,146.00 |
|
| R3 |
7,383.50 |
7,312.00 |
7,088.00 |
|
| R2 |
7,173.25 |
7,173.25 |
7,068.75 |
|
| R1 |
7,101.75 |
7,101.75 |
7,049.50 |
7,137.50 |
| PP |
6,963.00 |
6,963.00 |
6,963.00 |
6,981.00 |
| S1 |
6,891.50 |
6,891.50 |
7,011.00 |
6,927.25 |
| S2 |
6,752.75 |
6,752.75 |
6,991.75 |
|
| S3 |
6,542.50 |
6,681.25 |
6,972.50 |
|
| S4 |
6,332.25 |
6,471.00 |
6,914.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,047.25 |
6,888.25 |
159.00 |
2.3% |
86.00 |
1.2% |
66% |
True |
False |
402,297 |
| 10 |
7,047.25 |
6,729.25 |
318.00 |
4.5% |
85.00 |
1.2% |
83% |
True |
False |
378,688 |
| 20 |
7,047.25 |
6,383.25 |
664.00 |
9.5% |
76.25 |
1.1% |
92% |
True |
False |
312,914 |
| 40 |
7,047.25 |
6,250.00 |
797.25 |
11.4% |
71.50 |
1.0% |
93% |
True |
False |
241,442 |
| 60 |
7,047.25 |
6,206.00 |
841.25 |
12.0% |
66.75 |
1.0% |
93% |
True |
False |
161,355 |
| 80 |
7,047.25 |
5,992.25 |
1,055.00 |
15.1% |
61.75 |
0.9% |
95% |
True |
False |
121,138 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
17.1% |
59.00 |
0.8% |
95% |
True |
False |
96,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,333.00 |
|
2.618 |
7,223.25 |
|
1.618 |
7,156.00 |
|
1.000 |
7,114.50 |
|
0.618 |
7,088.75 |
|
HIGH |
7,047.25 |
|
0.618 |
7,021.50 |
|
0.500 |
7,013.50 |
|
0.382 |
7,005.75 |
|
LOW |
6,980.00 |
|
0.618 |
6,938.50 |
|
1.000 |
6,912.75 |
|
1.618 |
6,871.25 |
|
2.618 |
6,804.00 |
|
4.250 |
6,694.25 |
|
|
| Fisher Pivots for day following 29-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,013.50 |
6,986.50 |
| PP |
7,006.50 |
6,980.50 |
| S1 |
6,999.50 |
6,974.50 |
|